Market Risk Quantitative Analyst

London, South East England
18 Jun 2017
18 Jul 2017
Contract Type
Full Time

There is an opportunity for a strong Quantitative Analyst to work in a senior consultant position within the Market Risk quant team at a well reputed consulting global firm. The role will involve a broad range of responsibilities including advising on Market Risk Analytics and methodology along with FRTB implementation from a quantitative perspective.

The team has a great reputation in the industry, fast-growing, and provides a great work - life balance. The firm provides an excellent career progression structure and many of the staff in this team have been promoted over the last twelve months.

Key Responsibilities will include:

  • Risk Model development
  • Market risk model enhancements as per regulatory requirements e.g FRTB
  • Development, maintenance and enhancements of VaR and Expected Shortfall Models
  • Liaising with other business stakeholders on Market Risk Model changes
  • Providing Technical Guidance and Expertise on Market Risk Model related matters

The role requires experience in market risk quantitative analytics, understanding of regulatory driven (FRTB) projects, and proficiency with relevant programming languages.

In return, the starting basic salary will be in the range of £60,000 - £80,000 plus benefits and bonus.